+1,908.9%
ADM vs CRS
+10,171.0%
-8,262.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | +9.8% | -16.6% | +26.4% | +14.1% |
| 3M | +2.1% | -3.5% | +5.6% | +2.2% |
| 6M | +27.5% | +15.4% | +12.1% | +21.6% |
| YTD | +50.2% | +51.2% | -1.0% | +34.0% |
| 1Y | +40.6% | +98.3% | -57.7% | +16.3% |
| 3Y | +17.2% | +651.5% | -634.3% | -33.0% |
| 5Y | +61.9% | +1,411.1% | -1,349.2% | -25.3% |
| 10Y | +159.3% | +1,424.3% | -1,265.1% | +5.6% |
| All | +1,908.9% | +10,171.0% | -8,262.1% | +431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling